{
 "cells": [
  {
   "cell_type": "markdown",
   "id": "a75d85d2",
   "metadata": {},
   "source": [
    "# 事件策略研究工具使用案例\n",
    "---\n",
    "\n",
    "\n",
    "环境配置说明：\n",
    "\n",
    "* python == 3.12\n"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "7c6e58c9",
   "metadata": {
    "vscode": {
     "languageId": "markdown"
    }
   },
   "source": [
    "## 一、CZSC对象的使用\n",
    "\n",
    "CZSC对象为缠论形态、力度分析提供了最底层的支持。"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "id": "2fcaabea",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "C:\\Users\\zengb\\.czsc 目录缓存超过1GB，请适当清理。调用 czsc.empty_cache_path() 可以直接清空缓存\n"
     ]
    }
   ],
   "source": [
    "import czsc\n",
    "import pandas as pd"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "id": "ba0cd635",
   "metadata": {},
   "outputs": [],
   "source": [
    "# mock 生成15分钟K线数据\n",
    "dfk = czsc.mock.generate_symbol_kines(symbol=\"test\", freq=\"15分钟\", sdt=\"20220101\", edt=\"20250101\")\n",
    "dfk = dfk[['dt', 'symbol', 'open', 'high', 'low', 'close', 'vol', 'amount']].copy().reset_index(drop=True)\n",
    "\n",
    "# 将标准K线数据转成 RawBar 对象列表\n",
    "raw_bars = czsc.format_standard_kline(dfk, freq='15分钟')\n",
    "\n",
    "# 初始化 CZSC 对象\n",
    "czsc_obj = czsc.CZSC(raw_bars, max_bi_num=30)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "id": "570771f5",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "CZSC(symbol=test, freq=F15, max_bi_num=30, bi_count=30)\n",
      "\n",
      "最近5笔走势：\n",
      "BI(symbol=test, sdt=2024-12-27 13:15:00, edt=2024-12-29 11:30:00, direction=Down, high=177.12, low=168.89)\n",
      "BI(symbol=test, sdt=2024-12-29 11:30:00, edt=2024-12-30 13:30:00, direction=Up, high=176.86, low=168.89)\n",
      "BI(symbol=test, sdt=2024-12-30 13:30:00, edt=2024-12-30 15:00:00, direction=Down, high=176.86, low=172.94)\n",
      "BI(symbol=test, sdt=2024-12-30 15:00:00, edt=2024-12-31 14:45:00, direction=Up, high=183.52, low=172.94)\n",
      "BI(symbol=test, sdt=2024-12-31 14:45:00, edt=2025-01-01 11:00:00, direction=Down, high=183.52, low=180.04)\n",
      "\n",
      "笔的常用属性：\n",
      "笔的方向: 向下； 开始时间: 2024-12-31 14:45:00； 结束时间: 2025-01-01 11:00:00\n",
      "笔的斜率: 0.05843137254902003； SNR: 0.13138686131386865； 笔的强度: 3.48\n"
     ]
    }
   ],
   "source": [
    "# 查看 CZSC 对象的基本信息\n",
    "print(czsc_obj)\n",
    "\n",
    "print(\"\\n最近5笔走势：\")\n",
    "for bi in czsc_obj.bi_list[-5:]:\n",
    "    print(bi)\n",
    "    \n",
    "print(\"\\n笔的常用属性：\")\n",
    "last_bi = czsc_obj.bi_list[-1]\n",
    "print(f\"笔的方向: {last_bi.direction}； 开始时间: {last_bi.sdt}； 结束时间: {last_bi.edt}\")\n",
    "print(f\"笔的斜率: {last_bi.slope}； SNR: {last_bi.SNR}； 笔的强度: {last_bi.power}\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "id": "7125142d",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "application/vnd.plotly.v1+json": {
       "config": {
        "plotlyServerURL": "https://plot.ly"
       },
       "data": [
        {
         "close": {
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          "dtype": "f8"
         },
         "decreasing": {
          "fillcolor": "rgba(0,170,59,0.7)",
          "line": {
           "color": "rgba(0,170,59,0.7)"
          }
         },
         "high": {
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         "increasing": {
          "fillcolor": "rgba(249,41,62,0.7)",
          "line": {
           "color": "rgba(249,41,62,0.7)"
          }
         },
         "low": {
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          "dtype": "f8"
         },
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         "text": "test-15分钟",
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         "showline": false,
         "showspikes": true,
         "spikedash": "dot",
         "spikemode": "across",
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        },
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   ],
   "source": [
    "# czsc_obj 可视化\n",
    "def plot_czsc_chart(czsc_obj, **kwargs):\n",
    "    \"\"\"使用 plotly 绘制K线分析图\"\"\"\n",
    "    import pandas as pd\n",
    "    from czsc.utils.plotly_plot import KlineChart\n",
    "    \n",
    "    height = kwargs.get('height', 600)\n",
    "    ma_system = kwargs.get('ma_system', (5, 10, 21, 34, 55, 89, 144))\n",
    "\n",
    "    bi_list = czsc_obj.bi_list\n",
    "    df = pd.DataFrame([x.__dict__ for x in czsc_obj.bars_raw])\n",
    "    df = df[['dt', 'symbol', 'open', 'high', 'low', 'close', 'vol', 'amount']]\n",
    "    chart = KlineChart(n_rows=3, title=\"{}-{}\".format(czsc_obj.symbol, czsc_obj.freq.value), height=height)\n",
    "    chart.add_kline(df, name=\"\")\n",
    "    chart.add_sma(df, ma_seq=[ma_system[0]], row=1, visible=True, line_width=1.2)\n",
    "    chart.add_sma(df, ma_seq=ma_system[1:], row=1, visible=False, line_width=1.2)\n",
    "    chart.add_vol(df, row=2)\n",
    "    chart.add_macd(df, row=3)\n",
    "\n",
    "    if len(bi_list) > 0:\n",
    "        bi1 = [{'dt': x.fx_a.dt, \"bi\": x.fx_a.fx, \"text\": x.fx_a.mark.value.replace(\"分型\", \"\")} for x in bi_list]\n",
    "        bi2 = [{'dt': bi_list[-1].fx_b.dt, \"bi\": bi_list[-1].fx_b.fx, \"text\": bi_list[-1].fx_b.mark.value[0]}]\n",
    "        bi = pd.DataFrame(bi1 + bi2)\n",
    "        fx = pd.DataFrame([{'dt': x.dt, \"fx\": x.fx} for x in czsc_obj.fx_list])\n",
    "        \n",
    "        # 分型用虚线表示\n",
    "        chart.add_scatter_indicator(fx['dt'], fx['fx'], name=\"分型\", row=1, line_width=1.8, line_dash='dash')\n",
    "        chart.add_scatter_indicator(bi['dt'], bi['bi'], name=\"笔\", text=bi['text'], row=1, line_width=1.8)\n",
    "    return chart\n",
    "\n",
    "chart = plot_czsc_chart(czsc_obj)\n",
    "chart.fig.show()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "875f68af",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "markdown",
   "id": "ed857203",
   "metadata": {},
   "source": [
    "## 二、事件策略构建"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "e7f2e276",
   "metadata": {},
   "outputs": [],
   "source": []
  }
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